CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 0.8269 0.8172 -0.0097 -1.2% 0.8256
High 0.8269 0.8172 -0.0097 -1.2% 0.8364
Low 0.8197 0.8148 -0.0049 -0.6% 0.8239
Close 0.8197 0.8159 -0.0038 -0.5% 0.8304
Range 0.0072 0.0024 -0.0048 -66.7% 0.0125
ATR 0.0058 0.0057 -0.0001 -1.1% 0.0000
Volume 48 17 -31 -64.6% 188
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 0.8232 0.8219 0.8172
R3 0.8208 0.8195 0.8166
R2 0.8184 0.8184 0.8163
R1 0.8171 0.8171 0.8161 0.8166
PP 0.8160 0.8160 0.8160 0.8157
S1 0.8147 0.8147 0.8157 0.8142
S2 0.8136 0.8136 0.8155
S3 0.8112 0.8123 0.8152
S4 0.8088 0.8099 0.8146
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8677 0.8616 0.8373
R3 0.8552 0.8491 0.8338
R2 0.8427 0.8427 0.8327
R1 0.8366 0.8366 0.8315 0.8397
PP 0.8302 0.8302 0.8302 0.8318
S1 0.8241 0.8241 0.8293 0.8272
S2 0.8177 0.8177 0.8281
S3 0.8052 0.8116 0.8270
S4 0.7927 0.7991 0.8235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8364 0.8148 0.0216 2.6% 0.0042 0.5% 5% False True 36
10 0.8364 0.8148 0.0216 2.6% 0.0042 0.5% 5% False True 39
20 0.8364 0.8140 0.0224 2.7% 0.0039 0.5% 8% False False 55
40 0.8364 0.7810 0.0554 6.8% 0.0039 0.5% 63% False False 42
60 0.8364 0.7780 0.0584 7.2% 0.0039 0.5% 65% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8274
2.618 0.8235
1.618 0.8211
1.000 0.8196
0.618 0.8187
HIGH 0.8172
0.618 0.8163
0.500 0.8160
0.382 0.8157
LOW 0.8148
0.618 0.8133
1.000 0.8124
1.618 0.8109
2.618 0.8085
4.250 0.8046
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 0.8160 0.8230
PP 0.8160 0.8206
S1 0.8159 0.8183

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These figures are updated between 7pm and 10pm EST after a trading day.

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